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Ajay Subramanian

Ajay R. Subramanian is the Bruce A. Palmer Professor of Risk Management and Insurance in the Robinson College of Business at Georgia State University. His research interests broadly lie in the areas of financial economics, microeconomic theory, industrial organization, mathematical finance and applied probability.

Education

  • As a high school student, He was the first member of the first ever Indian team for the International Mathematical Olympiad and won a bronze medal.

Career

  • After obtaining his PhD, he spent almost 4 years as a quantitative research associate at Susquehanna International Group in Bala Cynwyd, PA. His time as a "quant" aroused his interest in financial economics. In August 2001, he returned to academia as an assistant professor of finance at the Georgia Institute of Technology and then decided to move to Georgia State University in August 2004 where he has been ever since.

Major achievements

  • He teaches courses on Stochastic Interest Rate and Credit Risk Models and Implementing Quantitative Financial Risk Models in Master's program in Mathematical Risk Management and a Doctor of Philosophy course on Game Theory and Mechanism Design in Doctor of Philosophy program He is currently the Director of the Department's Doctor of Philosophy program In the past, He has taught undergraduate and graduate courses on Derivative Securities, a Master's course on Financial Risk Management and a Doctor of Philosophy course on Dynamic Asset Pricing Theory.

Works

  • Project Characteristics, Organizational Structure, and Managerial Incentives
  • Dynamic Contracting under Imperfect Public Information and Asymmetric Beliefs. Revise and Resubmit
  • Agency Conflicts, Debt Covenants, and Accounting Measurement
  • Capital Structure Under Heterogeneous Beliefs

Membership

  • Journal of Financial Risk Management
    July, 2012

  • Western Finance Association
    2009

  • Financial Intermediation Research Society
    2009 - 2011

Personality

Interests

Sport & Clubs: soccer, cricket and basketball

sports, music and travel

Music & Bands: old Hindi film songs, classic and hard rock, as well as Western and Indian classical music

Connections

  • father: Ramaswamy
  • mother: Vasanta
Ajay Subramanian
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Born October 23, 1970
(age 46)
Nationality
Ethnicity:
  • January, 1998 - July, 2001
    Quantitative Research Associate, Susquehanna International Group
    Bala Cynwyd, PA, USA
  • 2001 - 2004
    Assistant Professor of Finance, Georgia Institute of Technology
    Atlanta, GA, USA
  • 2004 - 2007
    Assistant Professor of Risk Management and Insurance , Georgia State University
    Atlanta, GA, USA
  • 2007 - 2009
    Associate Professor, Georgia State University
    Atlanta, GA, USA
  • 2009 - 2012
    Bruce A. Palmer Associate Professor , Georgia State University
    Atlanta, GA, USA
  • 2012
    Bruce A. Palmer Professor , Georgia State University
    Atlanta, GA, USA
  • show more ...

Contributor  

Julia Khadunkina last changed 29/04/2013 view changes
  • Awards
    • Best Paper Award
  • Works
    • book: Capital Structure Under Heterogeneous Beliefs
    • book: Dynamic Prudential Regulation
    • book: CEO Talent, CEO Compensation and Product Market Competition
    • book: Optimal Dynamic Risk-Taking
    • book: Catastrophe Risk Transfer
    • book: Power, Compensation and Corruption
    • book: Product Variety and Asset Pricing
    • paper: Product Variety and Asset Pricing
    • paper: Power, Compensation and Corruption
    • paper: Catastrophe Risk Transfer
    • paper: Optimal Dynamic Risk-Taking
    • paper: CEO Talent, CEO Compensation and Product Market Competition
    • paper: Dynamic Prudential Regulation
    • paper: Capital Structure Under Heterogeneous Beliefs
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